Articles

Life Settlements and Viaticals

In this chapter… • life • sex • death 1 Introduction And now for something completely. . .morbid. Life settlements and viaticals are contracts associated with death. The two expressions can be used interchangeably, although […]

Wilmott Inner Circle

Sequential Modeling of Dependent Jump Processes

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Articles

Calibration problems – An inverse problems view

When pricing structured or derivative financial instruments, the typical steps a quant has to do are the following: 1. Choose a model for the movement of the underlying(s) 2. Identify (“calibrate”) the model parameters from […]

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The End of Growth?

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WILMOTT Magazine

Wilmott Magazine: May 2018 issue

Volume 2018, Issue 95. Pages 1–72 Every issue we bring you original material from some of the best columnists, educators and cutting-edge researchers. Subscribe here. In this issue: Bibliography “Contents,” Wilmott, vol. 2018, iss. 95, pp. […]